-23.0%
TNA vs MOH
-19.7%
-3.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | -7.3% | +1.7% | -9.0% | -7.7% |
| 30D | -14.2% | -0.9% | -13.3% | -14.1% |
| 3M | -4.6% | +5.7% | -10.3% | -6.5% |
| 6M | +36.9% | +39.1% | -2.2% | +23.1% |
| YTD | +42.5% | +17.7% | +24.9% | +30.8% |
| 1Y | +45.8% | +8.4% | +37.4% | +35.7% |
| 3Y | +104.7% | -36.6% | +141.2% | +104.0% |
| All | -23.0% | -19.7% | -3.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling